+12,790.5%
BLK vs FHN
+93.6%
+12,696.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.8% | -2.0% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -4.8% | -2.6% | -2.2% | -3.9% |
| 3M | +6.5% | 0.0% | +6.4% | +6.2% |
| 6M | +13.1% | +9.2% | +3.9% | +9.4% |
| YTD | +1.8% | +4.3% | -2.5% | 0.0% |
| 1Y | -1.0% | +10.8% | -11.7% | -5.2% |
| 3Y | +66.0% | +130.7% | -64.8% | +19.8% |
| 5Y | +31.2% | +87.4% | -56.1% | -5.6% |
| 10Y | +278.5% | +126.9% | +151.6% | +132.8% |
| All | +12,790.5% | +93.6% | +12,696.9% | +7,197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FHN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling